I tried exactly this - loading polygon.io data into TimescaleDB, and it was very inefficient.
Ended up using ClickHouse - much smaller on disk, and much faster on all metrics.
Interesting. I'm not familiar with ClickHouse. I've been manually triggering compression and continuous aggregates have been a huge boon. The database has been the least of my concerns. Can you tell me more about it?
Interesting. I'm not familiar with ClickHouse. I've been manually triggering compression and continuous aggregates have been a huge boon. The database has been the least of my concerns. Can you tell me more about it?